Adding (or editing) a station location is performed via a wizard. The first page of the wizard allows you to specify various location parameters that may apply to your station.
The station location is tied to a particular call sign and DXCC entity. Since you must have a digital certificate that matches the call sign and DXCC entity, the entries available for you to select for call sign and DXCC are restricted to those for which you have certificates available.
All location elements are optional. You don't have to enter (or select) any location data if you choose not to. Of course, QSO records you sign using a station location that is missing a particular location parameter will not qualify for awards that require that parameter. For example, not setting your grid square will make such records unusable for ARRL's VUCC award.
For some DXCC entity selections, more location data may be supplied on the following pages of the wizard. For example, US DXCC entities allow selection of state and county:
Other DXCC entities may allow additional location fields as well. The wizard will step you through whatever location fields are allowed for the selected DXCC entity.
Next: Saving the Station Location